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  1. Pair Trading Strategy Journal

    Anyone here anything from Jared....or is this the end of PTF ? I was just getting started with it and would also hate to pay 80$/month to try this...
    Post by: amitkumar_ny, Jul 24, 2011 in forum: Journals

  2. Pair Trading Strategy Journal

    A v304 is out, as per the website. Anyone tried it or know what is different ?
    Post by: amitkumar_ny, Jul 19, 2011 in forum: Journals

  3. Pair Trading Strategy Journal

    Just refreshing prices (recalculate the pair) seems to work for me. I reverted to v301 though before this hit the fan.
    Post by: amitkumar_ny, Jul 19, 2011 in forum: Journals

  4. Pair Trading Strategy Journal

    I wish I could understand how COINT is calculated but my brain is not that sharp. I have tried to read some books on it and the amount of matrices...
    Post by: amitkumar_ny, Jul 14, 2011 in forum: Journals

  5. Pair Trading Strategy Journal

    I noticed v303 calculating differently too. I asked Jared and he said they modified the code to only look at 1 year data in v303 to avoid software...
    Post by: amitkumar_ny, Jul 13, 2011 in forum: Journals

  6. Pair Trading Strategy Journal

    The latest version 303 is miscalculating the cointegration. I checked and double checked with catalyst corner and after reverting to the older...
    Post by: amitkumar_ny, Jul 4, 2011 in forum: Journals

  7. Pair Trading Strategy Journal

    What do you mean ? I think these pairs are arrived at using backtesting. Are you suggesting paper trading these pairs to see if they hold in future ?
    Post by: amitkumar_ny, Jul 1, 2011 in forum: Journals

  8. Pair Trading Strategy Journal

    Post by: amitkumar_ny, Jun 30, 2011 in forum: Journals

  9. Pair Trading Strategy Journal

    First, thank you for doing the work and sharing instead of just preaching like others. I have not had much luck trading mean reversion using PTF....
    Post by: amitkumar_ny, Jun 28, 2011 in forum: Journals

  10. Pair Trading Strategy Journal

    This is great work. I think I agree with you. Co-integration should break down if something has changed fundamentally in the relationship. You can...
    Post by: amitkumar_ny, Jun 21, 2011 in forum: Journals

  11. Pair Trading Strategy Journal

    I have been tinkering with it. Here is what I don't understand ( like as in ignorant), how come cointegtration breaks down so quickly on some...
    Post by: amitkumar_ny, Jun 18, 2011 in forum: Journals

  12. Pair Trading Strategy Journal

    So at the minimum we know this stuff is useless. I am now in this trade for over a month and there is no end in sight,,,,both stocks are going in...
    Post by: amitkumar_ny, Jun 17, 2011 in forum: Journals

  13. Pair Trading Strategy Journal

    I don't know. I am in three trades with more than 0.95 co-integration and classic heartbeat chart..and they are all going in the wrong direction...
    Post by: amitkumar_ny, Jun 3, 2011 in forum: Journals

  14. Pair Trading Strategy Journal

    No idea, although you would think it will depend on time period you are looking at. And who says catalyst corner got it right. Still need to see...
    Post by: amitkumar_ny, May 18, 2011 in forum: Journals

  15. Pair Trading Strategy Journal

    You will have to buy the upgrade, must have gotten an email. I am rerunning my pairs. I used to manually sort through ratio charts to pick...
    Post by: amitkumar_ny, May 17, 2011 in forum: Journals

  16. Pair Trading Strategy Journal

    I have read all 400 some pages in past week and needless to say the amount of information is unbelievable. Yobo - I guess I missed your change...
    Post by: amitkumar_ny, Apr 5, 2011 in forum: Journals
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